Interest Rates Products

 
 
Ready for Non-Farm Payrolls?
ED Bundle Webinar
Ultra T-Bond Record
New Report on Curve Trades
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEU4 Sep 2014 99.7650 0 99.7650 99.7650 99.7625 8956
Eurodollar GEZ4 Dec 2014 99.740 -0.005 99.745 99.745 99.740 5057
Eurodollar GEH5 Mar 2015 99.635 -0.005 99.635 99.640 99.635 8979
Eurodollar GEM5 Jun 2015 99.440 -0.005 99.440 99.445 99.440 9158
Eurodollar GEU5 Sep 2015 99.210 -0.005 99.215 99.215 99.205 6662
Eurodollar GEZ5 Dec 2015 98.970 -0.005 98.975 98.980 98.965 11104
Eurodollar GEH6 Mar 2016 98.720 -0.005 98.725 98.730 98.715 6528
Eurodollar GEM6 Jun 2016 98.450 -0.005 98.455 98.460 98.445 9011
10-Year U.S. Treasury Note ZNZ4 Dec 2014 125'060 -0'015 125'080 125'090 125'035 55846
5-Year Deliverable Interest Rate Swap F1UU4 Sep 2014 101'310 b -0'015 - 102'010 101'305 -
10-Year Deliverable Interest Rate Swap N1UU4 Sep 2014 106'045 b -0'045 - - 106'030 -
5-Year Euro Deliverable Interest Rate Swap F1EU4 Sep 2014 - - - - -
10-Year Euro Deliverable Interest Rate Swap N1EU4 Sep 2014 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEU4 Sep 2014 99.7650 0 99.7650 99.7650 99.7625 8956
Eurodollar GEZ4 Dec 2014 99.740 -0.005 99.745 99.745 99.740 5057
Eurodollar GEH5 Mar 2015 99.635 -0.005 99.635 99.640 99.635 8979
Eurodollar GEM5 Jun 2015 99.440 -0.005 99.440 99.445 99.440 9158
Eurodollar GEU5 Sep 2015 99.210 -0.005 99.215 99.215 99.205 6662
Eurodollar GEZ5 Dec 2015 98.970 -0.005 98.975 98.980 98.965 11104
Eurodollar GEH6 Mar 2016 98.720 -0.005 98.725 98.730 98.715 6528
Eurodollar GEM6 Jun 2016 98.450 -0.005 98.455 98.460 98.445 9011
30-Day Federal Funds ZQV4 Oct 2014 - - - - -
Euribor EBU4 Sep 2014 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBZ4 Dec 2014 153'00 -0'06 153'05 153'07 152'25 1111
U.S. Treasury Bond ZBZ4 Dec 2014 138'19 -0'03 138'22 138'24 138'14 6601
10-Year U.S. Treasury Note ZNZ4 Dec 2014 125'060 -0'015 125'080 125'090 125'035 55846
5-Year U.S. Treasury Note ZFZ4 Dec 2014 118'167 -0'002 118'175 118'182 118'152 14167
3-Year U.S. Treasury Note Z3NU4 Sep 2014 - - - - -
2-Year U.S. Treasury Note ZTZ4 Dec 2014 109'140 0 109'142 109'145 109'137 5650
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UU4 Sep 2014 - - - - -
5-Year Deliverable Interest Rate Swap F1UU4 Sep 2014 101'310 b -0'015 - 102'010 101'305 -
10-Year Deliverable Interest Rate Swap N1UU4 Sep 2014 106'045 b -0'045 - - 106'030 -
30-Year Deliverable Interest Rate Swap B1UU4 Sep 2014 117'03 b -0'11 - - 117'00 -
2-Year Euro Deliverable Interest Rate Swap T1EU4 Sep 2014 - - - - -
5-Year Euro Deliverable Interest Rate Swap F1EU4 Sep 2014 - - - - -
10-Year Euro Deliverable Interest Rate Swap N1EU4 Sep 2014 - - - - -
Interest Rate Education|All Education
All IR Products
STIR Futures
Treasury Futures
Swap Futures
Options
STIR Futures
Treasury Futures
Swaps
Options
STIRs
Deliverable Swap Futures
All IR Products
Growing activity in Eurodollar options as market focuses on short-end of curve

Green Eurodollar Options
Enlarge

 

 

 
 
DSF Interest Rate Swap Exposure
Quickstrike Option Pricing
CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.
 

Futures & Options Trading

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through the CME Globex electronic trading platform and trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort.

Idea Exchange

Idea Exchange is your direct link to the product managers, marketers, and the development teams who create cmegroup.com and will allow you to review functionality, participate in focus and provide feedback on upcoming Web initiatives

Idea Exchange - Join Our User Focus Program

Contact Us

CME Group/Chicago HQ:
Local: +1 312 930 1000
Toll Free: +1 866 716 7274

Global Customer Contacts

More CME Group Direct Lines
Phone list by department

Global Partnerships

Global

Global Offices Contact Information

 
Calgary Houston Chicago New York Washington São Paulo Belfast London Singapore Hong Kong Seoul Tokyo Beijing

© 2014 CME Group Inc. All rights reserved.

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX, and COMEX.